+326.0%
CAT vs RVTY
-30.5%
+356.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | +1.7% | +1.1% | +0.6% | +1.4% |
| 30D | -6.6% | +13.2% | -19.8% | -9.9% |
| 3M | -13.3% | +27.2% | -40.5% | -19.6% |
| 6M | +11.6% | +32.4% | -20.8% | +1.7% |
| YTD | +42.9% | +34.9% | +8.1% | +28.9% |
| 1Y | +95.4% | +52.4% | +43.1% | +69.5% |
| 3Y | +196.6% | +12.3% | +184.3% | +174.7% |
| All | +326.0% | -30.5% | +356.5% | +296.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RVTY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling